| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.70 | 1.38 | -1.86 | 2.94 | -0.37 | 0.98 | -1.37 | 1.69 | -3.88 | -0.96 | 0.54 | -0.62 | -4.35 |
| 2020 | 6.15 | 1.98 | 7.02 | -0.44 | -3.32 | 1.02 | -0.54 | NA | NA | NA | NA | NA | 12.04 |
| Statistic | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year |
|---|---|---|---|---|---|
| Best | 7.02 | 15.85 | 15.23 | 14.45 | NA |
| Worst | -3.88 | -4.30 | -4.61 | -4.37 | NA |
| Average | 0.40 | 1.61 | 4.04 | 6.66 | NA |
| Median | -0.37 | 0.66 | 2.30 | 7.44 | NA |
| Last | -0.54 | -2.86 | 5.56 | 8.37 | NA |
| Winning (%) | 47.37 | 52.94 | 71.43 | 87.50 | NA |
| Avg. Pos. Period | 2.63 | 5.45 | 6.83 | 8.24 | NA |
| Avg. Neg. Period | -1.61 | -2.72 | -2.95 | -4.37 | NA |
| # Of Periods | 19.00 | 17.00 | 14.00 | 8.00 | NA |
| Statistic | Value |
|---|---|
| Annualized Std.Deviation | 9.81 |
| Maximum Drawdown | 4.89 |
| Month to Recover | 5.00 |
| Worst Month | -3.88 |
| Losing Months (%) | 52.63 |
| Average Losing Month | -1.61 |
| Loss Deviation | 1.28 |
| Correlation vs MSCI World TR | -0.53 |
| Correlation vs Bloomberg Agri | -0.46 |
| Statistic | Value |
|---|---|
| Last Month | -0.54 |
| Year To Date | 12.05 |
| 3 Month ROR | -2.86 |
| 12 Month ROR | 8.37 |
| 36 Month ROR | NA |
| Total Return | 7.16 |
| Compound ROR | 4.46 |
| Best Month | 7.02 |
| Winning Months (%) | 47.37 |
| Number | Depth (%) | Length (Months) | Recovery (Months) | Start | End |
|---|---|---|---|---|---|
| 1 | -4.89 | 5 | 1 | 2019-09-30 | 2020-01-31 |
| 2 | -3.74 | 5 | NA | 2020-04-30 | NA |
| 3 | -3.19 | 6 | 3 | 2019-01-31 | 2019-06-30 |
| 4 | -1.37 | 2 | 1 | 2019-07-30 | 2019-08-30 |
